Griselda Deelstra

Optimal investment strategies in the presence of a minimum guarantee

Griselda Deelstra, Martino Grasselli, Pierre‐François Koehl · Insurance Mathematics and Economics · 2003 · 215 citations

Management, Economics, Investment Management +7

Convergence of discretized stochastic (interest rate) processes with stochastic drift term

Griselda Deelstra, Freddy Delbaen · Applied Stochastic Models and Data Analysis · 1998 · 118 citations

Engineering, Finance, Mathematics +17

Static super-replicating strategies for a class of exotic options

Xianmei Chen, Griselda Deelstra, Jan Dhaene et al. · Insurance Mathematics and Economics · 2008 · 90 citations · Full text

Business, Business Economics, Economics +7

Dual Formulation of the Utility Maximization Problem Under Transaction Costs

Griselda Deelstra, Huyên Pham, Nizar Touzi · The Annals of Applied Probability · 2001 · 85 citations · Full text

Business, Economics, Finance +15

Bounds for the price of discrete arithmetic Asian options

Michèle Vanmaele, Griselda Deelstra, Jan Liinev et al. · Journal of Computational and Applied Mathematics · 2005 · 70 citations · Full text

Business, Finance, Mathematics +9